Portfolio optimization for cointelated pairs: SDEs vs Machine learning. - Babak Mahdavi-Damghani; Konul Mustafayeva; Cristin Buescu; Stephen Roberts 001 (Algorithmic Finance, 2020)

Guidelines for building a realistic algorithmic trading market simulator for backtesting while incorporating market impact: Agent-Based Strategies in Neural Network Format, Ecosystem Dynamics & Detection. - Babak Mahdavi-Damghani; Stephen Roberts 001 (Algorithmic Finance, 2023)